Northern Ocean Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.80% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1565 | 8.53 | |
| 0.1921 | 10.85 | |
| 0.9544 | 158.19 | |
| -0.0390 | -3.73 |
Estimation Period:
Dec 9, 2019 to Feb 6, 2026
Dec 9, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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